+294.9%
SCHW vs PSX
+386.4%
-91.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.2% |
| 7D | -1.9% | +1.7% | -3.6% | -2.6% |
| 30D | -1.6% | +15.6% | -17.3% | -7.3% |
| 3M | +21.3% | +46.5% | -25.2% | +3.3% |
| 6M | +16.5% | +55.0% | -38.5% | -3.9% |
| YTD | +8.4% | +105.3% | -96.9% | -21.1% |
| 1Y | +15.6% | +101.6% | -86.0% | -15.6% |
| 3Y | +86.8% | +134.1% | -47.3% | +22.9% |
| 5Y | +60.5% | +368.7% | -308.2% | -27.9% |
| All | +294.9% | +386.4% | -91.5% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PSX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling